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Second Order Hold Based Discretization Method of

Input Time-delay Systems


Zheng Zhang
1,2
, Kil To Chong
1
1
Division of Electronics and Information Engineering, Chonbuk National University,
Duckjin-Dong, Duckjin-Gu, Jeonju 561-756, Korea
2
School of Mechanical Engineering, Xian Jiaotong University,
28 Xianning West Street, Xian 710049 P.R.China
zhuu_zhmu`'.x_tu.du.u l`thou_moul.hou|ul.u.l
Abstract
Second order hold is a method can provide a high
precision for discretization of input-driven nonlinear
systems. A new discretization scheme combined second
order hold with Taylor-series is proposed. The
sampled-data representation and the mathematical
structure of the new discretization scheme are
explored. Both exact sampled-data representation and
approximate sampled-data representation are
described in detail. The performance of the proposed
discretization procedure is evaluated by simulation
studies. Various sampling rates, time-delay values and
truncation order of Taylor-series are considered to
investigate the proposed method. The results
demonstrate that the proposed scheme is practical and
is easy to use for time-delay systems. The comparison
between second order with first order and zero order
is given to show the characteristic of the proposed
method.
1. Introduction
Control systems with time delays exhibit complex
behaviors because of their infinite dimensionality.
Even in the case of linear time-invariant systems that
have constant time delays in their inputs or states have
infinite dimensionality if expressed in the continuous
time domain. It is therefore difficult to apply the
controller design techniques that have been developed
during the last several decades for finite-dimensional
systems to systems with any time delays in the
variables. Thus, new control system design methods
that can solve a system with time delays are necessary
[1][2].
The proposed discretization scheme is based on the
Taylor-Lie series and uses a similar mathematical
framework previously developed for delay-free
nonlinear systems [3]. The traditional approaches, such
as Euler, Runge-Kutta, require a small time step in
order to be deemed accurate, and this may not be the
case in control applications where large sampling
periods are inevitably introduced due to physical and
technical limitations.
The performance of previous method is
significantly affected by the selected discretization
method and the selected sampling interval. In certain
cases, however, the sampling rate is constrained by
either the computational speed of the microprocessor
for digital control or by the measurement scheme, and
it has to be selected low [4].
In these large sampling period systems, Taylor
series method was used to improved the performance
of the controller [5]. However, in the previous paper
zero-order hold (ZOH) assumption was used in the
discretization method. The performance of ZOH
assumption is seriously depended on the input signal
and the sampling time should be short enough for a
certain control precision.
A high-order method is a method that provides
extra digits of accuracy with only a modest increase in
computational cost [6]. Therefore, second-order hold
(SOH) assumption is introduced in this paper to
enhance the performance under the situation that large
sampling interval is inevitable.
The present study aims at the development of a new
method for the time discretization of nonlinear input-
driven dynamic systems with time delay based Taylor
2007 International Symposium on Information Technology Convergence
0-7695-3045-1/07 $25.00 2007 IEEE
DOI 10.1109/ISITC.2007.35
348
2007 International Symposium on Information Technology Convergence
0-7695-3045-1/07 $25.00 2007 IEEE
DOI 10.1109/ISITC.2007.35
348
series and second-order hold assumption. This kind of
discretization method inherits some of the system
theoretic properties of the original continuous-time
system (such as equilibrium and stability properties).
And most importantly, it is a finite dimensional
representation, which allowing the direct application of
existing nonlinear control system design techniques.
Secondly, performance evaluation of the proposed
algorithm is presented using several illustrative case
studies.
The paper is organized as follows: Section 2
contains some mathematical preliminaries and Sec. 3
gives the description of the proposed method. Section
4 demonstrating the effectiveness of the proposed
discretization scheme by simulation, whereas Sec. 5
provides a few concluding remarks drawn from this
study.
2. Preliminaries
In the present study single-input nonlinear
continuous-time control systems are considered with a
state-space representation of the form:
( )
( ( )) ( ( )) ( )
dx t
f x t g x t u t D
dt
= +
(1)
Where
n
x X R e c is the vector of the states and an
open and connected set, u R e is the input variable
and D is the systems constant time-delay (dead-time)
that directly affects the input. It is assumed that ( ) f x
( ) g x are real analytic vector fields on X .
An equidistant grid on the time axis with mesh
1
0
k k
T t t
+
= > is considered, where
1
[ , ) [ , ( 1) )
k k
t t kT k T
+
= + is the sampling interval, T is
the sampling period. It is also assumed that system (1)
is driven by an input that is piecewise quadratic over
the sampling interval, i.e. the Second-Order Hold
(SOH) assumption holds true.
2.1 SOH for delay free system
For the SOH, while 0 D = , and kT t kT T s < + ,
( ) [( 1) ]
( ) ( ) ( )
u kT u k T
u t u kT t KT
T

= +
2
2
1 ( ) 2 [( 1) ] [( 2) ]
( )
2
u kT u k T u k T
t kT
T
+
+ (2)
It can also be written as,
( ) ( 1)
( ) ( ) ( )
u k u k
u t u k t KT
T

= +
2
2
1 ( ) 2 ( 1) ( 2)
( )
2
u k u k u k
t kT
T
+
+ (3)
Furthermore, assume that

( ) ( 1)
( )
u k u k
s k
T

= (4)
( ) ( 1)
( )
s k s k
a k
T

= (5)
Where ( ) s k represents the derivation at time kT ,
( ) a k represents the second order derivation at time kT .
Equation (3) is shortly represented as,
2
1
( ) ( ) ( )( ) ( )( )
2
u t u k s k t kT a k t kT = + + . (6)
This compact form will be used in the following
part of this paper.
2.2 SOH for time-delay system
The time-delay D can also be expressed as,
( ) D q T qT o = + = + (7)
Where {0,1, 2,...} q e , (0,1) o e and 0 T < < . From
(), we can get
T o = . (8)
Equivalently, the time-delay D is customarily
represented as an integer multiple of the sampling
period and plus a time interval , and that is less than
sampling period. Based on the SOH assumption and
the above notation, the expressions of SOH can be
derived for time-delay systems step by step. Because
of the existence of , in the procedure of deductive
method, it should be divided into two time intervals
within a certain sampling period, which are
1
[ , ) kT kT I = + , (9)
2
[ , ) kT kT T I = + + . (10)
therefore,
1 1
2 2
( ); t
( )
( ); t
t I
u t D
t I
A e
=

A e

(11)
Where,
1
( ) ( 1) ( 1)[ ( 1) ] t u k q s k q t D k q T A = +
2
1
( 1)[ ( 1) ]
2
a k q t D k q T + , (12)
2
( ) ( ) ( )[ ( ) ] t u k q s k q t D k q T A = +
2
1
( )[ ( ) ]
2
a k q t D k q T + . (13)
3. Second-order hold based discretization
3.1 Delay free nonlinear systems
Initially, delay-free ( 0 D = ) nolinear control
systems are considered with a state-space
representation of the form,
( )
( ( )) ( ( )) ( )
dx t
f x t g x t u t
dt
= + . (14)
349 349
Under the SOH assumption and within the sampling
interval, the solution of (14) is expanded in a
uniformly convergent Taylor series and the resulting
coefficients can be easily computed by taking
successive partial derivatives of the right hand-side of
(14):
1
( 1) ( )
!
k
t
T d x
x k x k
dt

=
+ = +
_



[ ]
1
( ) ( ( ), ( ))
!
T
x k A x k u k

=
= +
_


(15)
where ( ) x k is the value of the state vector x at time
k
t t kT = = and
[ ]
( , ) A x u

are determined recursively by:


[1]
( , ) ( ) ( ) A x u f x ug x = +
[ ]
[ 1]
( , )
( , ) ( ( ) ( ))
A x u
A x u f x ug x
x
+
c
= +
c


(16)
here 1, 2,3... = .
Therefore, an exact sampled-data representation
(ESDR) of (14) can be derived by retaining the full
infinite series of (15),
( 1) ( ( ), ( ))
T
x k x k u k + = u
[ ]
1
( ) ( ( ), ( ))
!
T
x k A x k u k

=
= +
_


. (17)
Simultaneously, an approximate sampled-data
representation (ASDR) of equation (20) is resulted
from a truncation of the Taylor series order N,
( 1) ( ( ), ( ))
N
T
x k x k u k + = u
[ ]
1
( ) ( ( ), ( ))
!
N
T
x k A x k u k
=
= +
_


(18)
where the subscript T of the mapping
N
T
u denotes
the dependence on the sampling period T, and the
superscript N denotes the finite series truncation order
associated with the ASDR of equation (18).
3.2 Linear systems with time-delay
It is now feasible to extend the aforementioned
Taylor discretization method to nonlinear continuous-
time systems with a constant time-delay ( 0 D = ) in the
input. In order to motivate the development of the
proposed discretization procedure and draw the
appropriate analogies from the field of linear systems,
let us first begin the exposition of the papers main
results by briefly reviewing the ones available in the
case of linear systems,
( )
( ) ( )
dx t
Ax t bu t D
dt
= + (19)
where A, b are constant matrices of appropriate
dimensions. It is known that for any time
interval [ , )
i f
I t t = , the following formula holds true,
( ) ( )
( ) ( ) ( )
f
f i f
i
t
A t t A t
f i
t
x t e x t e bu d
t
t t

= +
)
. (20)
As shown in (11) to (13), under SOH assumption, the
input variable expressions are different within the two
subintervals [ , ) kT kT + and [ , ) kT kT T + + .
Successively applying formula (20), we readily obtain,
( )
1
( ) ( ) ( )
kT
A A kT
kT
x kT e x kT e b d

t
t t
+
+
+ = + A
)
(21)
and
( ) x kT T +
( ) ( )
2
( ) ( )
kT T
A T A kT T
kT
e x kT e b d
t

t t
+
+
+
= + + A
)
(22)
where
1
( ) t A and
2
( ) t A are defined by equation (11).
3.3 Nonlinear systems with time-delay
Motivated by the linear approach described above, a
similar line of thinking is adopted for the nonlinear
case as well. Indeed, by applying the Taylor series
discretization method for nonlinear systems presented
before to the [ , ) kT kT + subinterval one immediately
obtains the state vector evaluated at kT + ,
1
( ) ( ( ), ( )) x kT x kT kT

+ = u A (23)
Where the map

u can be derived through a direct
application of formula (15) and the subsequent
calculation of the corresponding Taylor coefficients
can be realized through the recursive formulas (16).
( ) x kT and
1
( ) kT A are the instantaneous state vector and
input value respectively at time kT . Furthermore, it can
be derived from (12) that,
1
( ) ( 1) ( 1)[( 1) ] kT u k q s k q q T A = + +
2
1
( 1)[( 1) ]
2
a k q q T + + (24)
Similarly, the Taylor discretization method applied
to the [ , ) kT kT T + + subinterval yields the state vector
evaluated at ( 1) k T + as a function of ( ) x kT + and the
input value at time kT + ,
2
( ) ( ( ), ( ))
T
x kT T x kT kT

+ = u + A + (25)
and,
2
( ) ( ) ( )( ) kT u k q s k q qT A + = + +
2
1
( )( )
2
a k q qT + + (26)
Based on (17), the above equation (23) and (25) can
be rewritten as follows,
[ ]
1
1
( ) ( ) ( ( ), ( ))
!
x kT x kT A x kT kT

=
+ = + A
_


(27)
( ) ( ) x kT T x kT + = +
[ ]
2
1
( )
( ( ), ( ))
!
T
A x kT kT

+ + A +
_


(28)
And furthermore, according to (18), the
approximate sampled-data representation (ASDR) of
equation (27) and (28) are resulted from a truncation of
the Taylor series order N, as shown below,
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1
( ) ( ( ), ( ))
N
x kT x kT kT

+ = u A
[ ]
1
1
( ) ( ( ), ( ))
!
N
x kT A x kT kT

=
= + A
_


(29)
2
( ) ( ( ), ( ))
N
T
x kT T x kT kT

+ = u + A +
[ ]
2
1
( )
( ) ( ( ), ( ))
!
N
T
x kT A x kT kT


=

= + + + A +
_


(30)
It should be emphasized, that the functional
representation of the
[ ]
A

-coefficients of the
map
T
u remains exactly the same subpart as for the
subinterval [ , ) kT kT + , and it is only need to reuse the
same part with the aid of a symbolic software package
such as MAPLE.
For the consecutive subintervals, combing
equations (23) and (25), the desired sampled-data
representation of the original system (1) is obtained,
1 2
( ) ( ( ), ( ), ( ))
D
T
x kT T x kT kT kT + = u A A +
1 2
( ( ( ), ( )), ( ))
T
x kT kT kT

= u u A A + (31)
Notice, that a finite series truncation order N for the
above series would naturally produce an ASDR,
,
1 2
( ) ( ( ), ( ), ( ))
N D
T
x kT T x kT kT kT + = u A A + (32)
or

,
1 2
( ) ( ( ), ( ), ( ))
N D
T
x k x k k T o o + = u A A + . (33)
4. Simulation
A simple chemical process system is considered in
simulation. The system can be described as follow,
2
( ) ( ) (1 2 )
dx
f x g x u a x au ux ax
dt
= + = + + .
(34)
In the simulation, a=0.3 is used. The initial system
state was assumed that (0) 0 x = .
Within the sampling interval, the solution of (34) is
obtained using uniformly convergent Taylor series.
According to the methodology described in earlier
sections, the sampled-data representation of the system
is shown as (29) and (30).
In this system,
2
( ) (1 2 ) f x a x ax = +
( ) ( ) g x a x = . (35)
So that, the partial derivative terms
[ ]
( , ) A x u

are
determined recursively by (16).
The following sine-wave input is applied to the
system,
( ) 0.9sin(1.6 ) u t t t = .
(36)
Therefore, the time-delay input applied to the
system is as follow,
( ) 0.9sin(1.6 ( )) u t D t D t = .
(37)
Different sampling rates, different time-delay and
different truncation order of Taylor-series are studied.
Simultaneously, MATLAB 7.0 is used to calculate the
accurate value. Two of the different cases are shown as
follows.
4.1 Case 1
While truncation order N=3, sampling time
T=0.05s, time delay D=0.07s, the state response for
SOH is shown in fig.1.
Fig.1. State response (N=3)
Fig.2. Errors comparison
At the same time, First-Order Hold (FOH) and Zero-
Order Hold (ZOH) are used to make a comparison.
Since MATLAB is used to calculate the exact values,
the response errors comparison is shown in fig.2. It is
obvious to find that the maximum error of ZOH is
decreased by 41.17% from 0.0066 to 0.0039, and that
the maximum error of FOH is decreased by 12.1%
from 0.0039 to 0.0034.
351 351
4.2 Case 2
While truncation order N=4, sampling time T=0.06s,
time delay D=0.03s, the state response for SOH is
shown in fig.3.
Fig.3 State response (N=4)
At the same time, FOH and ZOH are used to make a
comparison. The response errors comparison is shown
in fig.4. It is obvious to find that the maximum error
of ZOH is decreased by 41.97% from 0.0079 to 0.0046,
and that the maximum error of FOH is decreased by
6.32% from 0.0046 to 0.0043.
Fig.4 Errors comparison
5. Conclusions
A second order hold based discretization scheme is
proposed. The expressions are described in detail. By a
simulation, the method of how to use the proposed
discretization scheme is explained. The simulation
results show that the second order hold method is
practical. Simultaneously, the precision can be
improved obviously compared with first order hold
and zero order hold schemes.
6. Acknowledgements
This work was supported by the grant of the Second
stage of Brain Korea 21.
7. References
[1] Park Ji Hyang, Chong Kil To, Kazantzis Nikolaos and
Parlos Alexander G, 2004, Time-Discretization of
Nonlinear Systems with Delayed Multi-Input Using Taylor
Series, KSME International Journal, Vol. 18 No. 7, pp.
1107~1120.
[2] Park Ji Hyang, Chong Kil To, Kazantzis Nikolaos and
Parlos Alexander G, 2004, Time-Discretization of Non-
affine Nonlinear System with Delayed Input Using Taylor-
Series, KSME International Journal, Vol. 18 No. 8, pp.
1297~1305.
[3] Kazantzis, N., and Kravaris, C., 1999, Time-
Discretization of Nonlinear Control Systems via Taylor
Methods, Comput. Chem. Eng., 23, pp. 763784.
[4] Yuping Gu and Masayoshi Tomizuka, 1999 .Digital
Redesign of Continuous Time Controller by Multirate
Sampling and High Order Holds.Proceedings of the
38"Conference on Decision & Control Phoenix, Arizona
USA December, pp. 3422-3427.
[5] Nikolaos Kazantzis, K.T.Chong, J.H.Park, Alexander G.
Parlos 2005.Control-Relevant Discretization of Nonlinear
Systems With Time-Delay Using Taylor-Lie Series. Journal
of Dynamic Systems, Measurement, and Control, Vol.127
No.3, pp.153~159.
[6] Albert Lozano, Javier Rosell, Ram6n Pallas-Areny. 1992.
On the Zero- and First-Order Interpolation in Synthesized
Sine Waves for Testing Purposes. IEEE TRANSACTIONS
ON INSTRUMENTATION AND MEASUREMENT, VOL.
41, NO. 6, DECEMBER 1992. pp.820-823.
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